Statistics

Weighted running statistics with numerical stability.

Base class.

• RunningStats - Base class for running statistics

Running statistics (Chan-Golub-LeVeque algorithm).

• RunningMean - Weighted running mean
• RunningVariance - Weighted running variance
• RunningCovariance - Weighted running covariance
• RunningCrossCovariance - Weighted running cross-covariance

Additional statistics.

• RunningBincount - Running bin counts
• RunningHistory - History tracking for statistics

Utilities.

• loader - Statistics loader utility